Optimal consumption and investment problems under GARCH with transaction costs

Ruin probabilities for time-correlated claims in the compound binomial model

Yuen, K.C., (2001)

Likelihood approach - Profile empirical likelihood for parametric and semiparametric models

Lin, Lu, (2005)

Multiperiod consumption and portfolio decisions under the multivariate GARCH model with transaction costs and CVaR-based risk control

Chen, Zhiping, (2005)